No one really knows where April Fool's Day comes from but it is believed to be linked to France around the Middle Ages when they changed from the Julian calendar to the Gregorian calendar (the one in use today). 

Under the Julian calendar, New Year was celebrated on the 1st April but under the Gregorian calendar, this celebration changed to the 1st January. Some refused to change the day of their celebrations and so were regarded as 'fools' and jokes were played on them. This fun and harmless tradition exists today, with practical jokes being played all over the world.